costat: Time Series Costationarity Determination
Contains functions that can determine whether a time series
is second-order stationary or not (and hence evidence for
locally stationarity). Given two non-stationary series (i.e.
locally stationary series) this package can then discover
time-varying linear combinations that are second-order stationary.
| Version: |
2.4 |
| Depends: |
R (≥ 2.14), wavethresh (≥ 4.6.1) |
| Suggests: |
parallel |
| Published: |
2018-04-06 |
| Author: |
Guy Nason [aut, cre],
Alessandro Cardinali [aut, ctb] |
| Maintainer: |
Guy Nason <g.p.nason at bristol.ac.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| Citation: |
costat citation info |
| In views: |
TimeSeries |
| CRAN checks: |
costat results |
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